IBM vs. SCHD
IBM (International Business Machines Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, IBM returned 8.27%/yr vs 12.76%/yr for SCHD. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
IBM vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, IBM achieves a -23.51% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, IBM has underperformed SCHD with an annualized return of 8.27%, while SCHD has yielded a comparatively higher 12.76% annualized return.
IBM
- 1D
- 0.86%
- 1M
- -22.75%
- 6M
- -26.12%
- YTD
- -23.51%
- 1Y
- -8.27%
- 3Y*
- 19.79%
- 5Y*
- 15.08%
- 10Y*
- 8.27%
- ALL TIME*
- 7.07%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.40B | $3.19B | $2.85B | |
| $786.88M | $715.86M | $685.58M |
IBM vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -23.51% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between IBM and SCHD is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.62 |
Over the past year, the correlation between IBM and SCHD has dropped to 0.23 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
IBM vs. SCHD — Risk / Return Rank
IBM
SCHD
IBM vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Schwab U.S. Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBM | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.31 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.51 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 6.74 | -6.99 |
| Martin ratioReturn relative to average drawdown | -0.59 | 17.01 | -17.60 |
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Drawdowns
IBM vs. SCHD - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IBM and SCHD.
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Drawdown Indicators
| IBM | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -33.37% | -36.03% |
Max Drawdown (1Y)Largest decline over 1 year | -37.50% | -4.61% | -32.89% |
Max Drawdown (3Y)Largest decline over 3 years | -37.50% | -16.13% | -21.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.50% | -16.85% | -20.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -33.37% | -7.22% |
Current DrawdownCurrent decline from peak | -32.07% | -1.24% | -30.83% |
Average DrawdownAverage peak-to-trough decline | -20.13% | -3.30% | -16.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 1.82% | +14.16% |
Volatility
IBM vs. SCHD - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 31.22% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBM | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.22% | 4.11% | +27.11% |
Volatility (6M)Calculated over the trailing 6-month period | 46.22% | 8.11% | +38.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.19% | 11.13% | +37.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 14.39% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 16.72% | +11.33% |
Dividends
IBM vs. SCHD - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 3.01%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 3.01% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
IBM and SCHD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (31.22%) compared to SCHD (4.11%). In terms of maximum drawdown, IBM dropped -69.40% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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